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A factor-adjusted multiple testing procedure with application to mutual fund selection
Lan, Wei; Du, Lilun - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 1, pp. 147-157
Persistent link: https://www.econbiz.de/10012176556
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Robust Bartlett adjustment for hypotheses testing on cointegrating vectors : a bootstrap approach
Canepa, Alessandra - 2012
Persistent link: https://www.econbiz.de/10009573947
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An improved test for statistical arbitrage
Jarrow, Robert A.; Teo, Melvyn; Tse, Yiu Kuen; … - In: Journal of financial markets 15 (2012) 1, pp. 47-80
Persistent link: https://www.econbiz.de/10009356613
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Post-crisis cost efficiency of Jamaican banks
Daley, Jenifer; Matthews, Kent; Zhang, Tiantian - 2011
to survive. We employ the Simar-Wilson (2007) two-step double bootstrap Data Envelopment Analysis method to measure …
Persistent link: https://www.econbiz.de/10009377254
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Testing population variance in case of one sample and the difference of variances in case of two samples : example of wage and pension data sets in Serbia
Rajic, Vesna Cojbasic; Kocovic, Jelena; Loncar, Dragan; … - In: Economic modelling 29 (2012) 3, pp. 610-613
Persistent link: https://www.econbiz.de/10009544871
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Identification and shape restrictions in nonparametric instrumental variables estimation
Freyberger, Joachim; Horowitz, Joel - 2012
(g) can be carried out by using by using the bootstrap. An empirical application illustrates the usefulness of shape …
Persistent link: https://www.econbiz.de/10009554348
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Bootstrapping structural VARs : avoiding a potential bias in confidence intervals for impulse response functions
Phillips, Kerk Layne; Spencer, David E. - In: Journal of macroeconomics 33 (2011) 4, pp. 582-594
Persistent link: https://www.econbiz.de/10009530453
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A time-simultaneous prediction box for a multivariate time series
Kolsrud, Dag - In: Journal of forecasting 34 (2015) 8, pp. 675-693
Persistent link: https://www.econbiz.de/10011397661
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Statistical methods for distributional analysis
Cowell, Frank A.; Flachaire, Emmanuel - 2015
Persistent link: https://www.econbiz.de/10010510165
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A test of the long memory hypothesis based on self-smimilarity
Davidson, James; Rambaccussing, Dooruj - 2015
Persistent link: https://www.econbiz.de/10010513443